Access Statistics for Cesare Robotti

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the estimation of asset pricing models using simple regression betas 0 0 0 74 0 1 2 182
Analytical solution for the constrained Hansen-Jagannathan distance under multivariate ellipticity 0 0 0 12 0 1 2 54
Asset-pricing models and economic risk premia: a decomposition 0 0 0 160 0 1 4 923
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models 0 0 0 25 1 1 1 64
Chi-squared tests for evaluation and comparison of asset pricing models 0 0 0 21 2 2 6 118
Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio 0 0 0 242 1 1 5 1,234
Further results on the limiting distribution of GMM sample moment conditions 0 0 0 34 2 5 6 95
Mimicking portfolios, economic risk premia, and tests of multi-beta models 0 0 1 151 1 3 6 441
Minimum-Variance Kernels and Economic Risk Premia 0 0 0 167 2 4 5 729
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 0 156 0 2 2 566
Misspecification-robust inference in linear asset pricing models with irrelevant risk factors 0 0 1 36 4 6 9 113
Model comparison using the Hansen-Jagannathan distance 0 0 0 118 2 6 9 343
On the Hansen-Jagannathan distance with a no-arbitrage constraint 0 0 0 33 0 2 4 158
Playing the field: Geomagnetic storms and international stock markets 0 0 0 309 6 9 17 1,167
Pricing model performance and the two-pass cross-sectional regression methodology 1 1 1 154 7 9 10 599
Robust inference in linear asset pricing models 0 0 0 35 0 0 0 66
Specification tests of asset pricing models using excess returns 0 0 0 113 0 1 6 452
Spurious Inference in Unidentified Asset-Pricing Models 0 0 0 0 2 2 3 69
The exact distribution of the Hansen-Jagannathan bound 0 0 0 75 1 1 2 289
The price of inflation and foreign exchange risk in international equity markets 0 0 0 233 3 5 6 1,002
Too Good to Be True? Fallacies in Evaluating Risk Factor Models 0 0 0 21 4 5 6 68
Total Working Papers 1 1 3 2,169 38 67 111 8,732

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset returns and economic risk 0 0 0 45 0 0 3 169
Financial market frictions 0 0 2 117 2 4 12 365
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 0 0 80 2 2 7 215
Model Comparison Using the Hansen-Jagannathan Distance 0 0 0 54 8 9 15 186
Specification tests of asset pricing models using excess returns 0 0 0 63 0 1 6 258
The news in financial asset returns 0 0 0 6 1 1 2 196
Total Journal Articles 0 0 2 365 13 17 45 1,389

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Statistics updated 2025-12-06